+741.5%
TT vs EFV
+161.2%
+580.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | -1.0% | +4.5% | +4.5% |
| 30D | -11.0% | +3.1% | -14.1% | -13.5% |
| 3M | -12.0% | -1.2% | -10.8% | -11.2% |
| 6M | -10.4% | +5.6% | -16.1% | -14.9% |
| YTD | +9.9% | +15.8% | -5.9% | -3.5% |
| 1Y | +1.5% | +20.0% | -18.5% | -13.7% |
| 3Y | +93.7% | +91.0% | +2.8% | +8.0% |
| 5Y | +139.2% | +93.7% | +45.6% | +31.0% |
| 10Y | +741.5% | +160.9% | +580.6% | +245.3% |
| All | +741.5% | +161.2% | +580.3% | +245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling